+74.4%
TSLA vs RUN
-7.3%
+81.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | +8.9% | -13.5% | +22.5% | +10.4% |
| 30D | +6.3% | +18.3% | -12.0% | +3.8% |
| 3M | +14.8% | -12.5% | +27.3% | +15.6% |
| 6M | -12.4% | -40.3% | +28.0% | -8.5% |
| YTD | -13.2% | -53.1% | +39.9% | -8.8% |
| 1Y | -2.9% | -54.3% | +51.3% | +2.1% |
| 3Y | +74.4% | -6.5% | +80.9% | +44.5% |
| All | +74.4% | -7.3% | +81.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling